Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.9251	5.11
$α$	0.0701	47.70
$β$	0.9912	637.03
$ν$	4.0548	19.38

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Yaoko Co Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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